0.55Open0.62Pre Close4 Volume665 Open Interest20.00Strike Price220.00Turnover48.72%IV2.14%PremiumNov 15, 2024Expiry Date0.13Intrinsic Value100Multiplier7DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.5054Delta0.2944Gamma34.57Leverage Ratio-0.0382Theta-0.0019Rho-17.47Eff Leverage0.0111Vega